Asymptotic analysis of tail probabilities based on the computation of moments

DOI10.1214/aoap/1177004603zbMath0865.65106OpenAlexW1986165279MaRDI QIDQ1916480

David M. Lucantoni, Joseph Abate, Ward Whitt, Gagan L. Choudhury

Publication date: 14 July 1997

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177004603

zbMATH Keywords

tail probabilities polling systems moment generating functions busy periods asymptotic parameters asymptotics analysis moment-based algorithms

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Extrapolation to the limit, deferred corrections (65B05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

Comments on: ``Polling: past, present and perspective ⋮ ApproximatingM/G/1 Waiting Time Tail Probabilities ⋮ Priority queueing systems: from probability generating functions to tail probabilities ⋮ The unbiased nonparametric test and its moment generating function for the ordered alternative ⋮ Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions ⋮ The truncated Stieltjes moment problem solved by using kernel density functions ⋮ A new lifetime model with a periodic hazard rate and an application ⋮ Recursive calculation of moments in priority queues

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